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~isPartOf:"Mathematical methods of operations research"
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Mathematical methods of operations research
Open Access publications from Université Paris-Dauphine
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Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
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Valuation of power plants by utility indifference and numerical computation
Porchet, Arnaud
;
Touzi, Nizar
;
Warin, Xavier
- In:
Mathematical methods of operations research
70
(
2009
)
1
,
pp. 47-75
Persistent link: https://www.econbiz.de/10003881242
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3
Super-replication under proportional transaction costs: From discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10006626462
Saved in:
4
Valuation of power plants by utility indifference and numerical computation
Porchet, Arnaud
;
Touzi, Nizar
;
Warin, Xavier
- In:
Mathematical methods of operations research
70
(
2009
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10008281470
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